-42.4%
KWEB vs PH
+246.0%
-288.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | -4.3% | -3.1% | -1.2% | -3.1% |
| 30D | -13.0% | -11.8% | -1.2% | -8.8% |
| 3M | -7.6% | +6.9% | -14.5% | -10.7% |
| 6M | -21.1% | -1.3% | -19.9% | -21.7% |
| YTD | -28.2% | +7.0% | -35.2% | -31.2% |
| 1Y | -34.9% | +23.1% | -58.0% | -41.3% |
| 3Y | -0.8% | +135.4% | -136.1% | -36.7% |
| All | -42.4% | +246.0% | -288.5% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling